Quantitative trading competition Q13
Guaranteed investments of $2,250,000

CLOSED
Enter the biggest algorithmic trading competition.
The best 3 algorithms get guaranteed investments of:
$1,000,000  |  $750,000  |  $500,000
You pocket half of the performance fees as long as your algo performs.
Submit your trading algorithm before August 1, 2019.
HOW IT WORKS
OBJECTIVE
Write a trading algorithm on futures and submit it to the Quantiacs platform before the deadline. Your code remains a black box and you always keep the IP. Use Quantiacs’ free futures data and the free and open source back testing toolbox.
 
TIME LINE
There are two main phases in the competition: The submission period and the live simulation period.
Deadline for trading algorithm submissions:   07/31/2019 (11:59:59PM PST)

Once your trading algorithm is uploaded you cannot change it but you can submit new versions of it (up to 10 submissions per day). All submitted trading algorithms will be simulated for 4 months with live market data.

Live simulation period:   08/01/2019 – 11/30/2019 (11:59:59PM PST)

SCORING
Your final score is the lower of your Sharpe Ratio of your backtest, which starts on January 1, 2005, and the Sharpe Ratio of the live simulation (Min[Sharpe Ratio backtest, Sharpe Ratio live]). If you submit several trading systems we will take the one with the highest score. We will announce the winners at the beginning of January 2020. The three best algorithmic trading systems get guaranteed investments of $500,000, $750,000, and $1,000,000.

IMPORTANT
To score in the competition your trading algorithm:
• Trades futures (you can use stocks in your indicators)
• Have a live Sharpe Ratio that is no less than the backtest Sharpe ratio divided by two
• Evaluates in less than 30 minutes on our servers (rule of thumb)
• Returns the same result if it is run twice (deterministic)
• Have a backtest Sharpe Ratio greater than 1.0
• Does not use ex post common knowledge (e.g. ‘don’t trade in 2008 and 2009’)
• Uses a maximum lookback of 2520 trading days
 
For a detailed collection of all rules please see the official rules.

RANKING

Backtest

Live Test August 2019 to November 30 2019

Rank
Name
Score
Upload Date
Trading System
Yearly Perf. Yearly Vola.
Sharpe Ratio
Sortino Ratio
Performance Volatility
Sharpe Ratio
Sortino Ratio
 Rank: 876
 
KOBAS
 
Q13 contest
-0.98
04/18/2019 12:39
B10KOBAS04BA5A00c
4.08%
4.81%
0.93
1.32
 Rank: 877
 
s_poramet
 
Q13 contest
-0.99
01/17/2019 00:20
W Clamp CNR Pentagon 2
50.53%
7.81%
6.58
13.36
 Rank: 878
 
s_poramet
 
Q13 contest
-0.99
01/25/2019 00:22
Y Clamp CNR Pentagon 2
50.53%
7.81%
6.59
13.36
 Rank: 879
 
s_poramet
 
Q13 contest
-0.99
02/10/2019 08:26
Z Clamp CNR Square 7
53.67%
7.73%
7.24
15.07
 Rank: 880
 
s_poramet
 
Q13 contest
-1.00
02/06/2019 00:32
Z Clamp CNR Duo 3
45.90%
7.79%
6.17
11.78
 Rank: 881
 
s_poramet
 
Q13 contest
-1.00
01/03/2019 03:45
Swoosh Lvl Gold 80 Mini
34.59%
5.26%
7.19
13.42
 Rank: 882
 
s_poramet
 
Q13 contest
-1.01
02/17/2019 02:05
Z Lvl First Stack 66 Selector 2
7.08%
7.73%
0.86
1.53
 Rank: 883
 
charless
 
Q13 contest
-1.01
05/13/2019 17:43
Q13-045.py
78.47%
3.93%
21.11
125.28
 Rank: 884
 
s_poramet
 
Q13 contest
-1.02
07/26/2019 11:29
VOTxVOT
18.92%
8.41%
2.34
3.73
 Rank: 885
 
s_poramet
 
Q13 contest
-1.02
01/09/2019 00:11
Y Lvl Forty 100
28.72%
12.72%
2.49
3.72
 Rank: 886
 
s_poramet
 
Q13 contest
-1.02
02/16/2019 08:22
Z Lvl Mn1 Miracle 75
60.87%
13.29%
4.89
8.55
 Rank: 887
 
charless
 
Q13 contest
-1.02
07/26/2019 20:50
Q13-277.py
11.92%
7.28%
1.72
2.77
 Rank: 888
 
s_poramet
 
Q13 contest
-1.02
01/31/2019 01:55
Y Clamp CNR Trio 13
48.16%
7.66%
6.41
12.62
 Rank: 889
 
s_poramet
 
Q13 contest
-1.02
01/23/2019 00:46
W Clamp CNR Trio 13
48.16%
7.66%
6.40
12.62
 Rank: 890
 
s_poramet
 
Q13 contest
-1.02
02/12/2019 00:54
Z Clamp CNR Trio 11
53.48%
7.48%
7.48
15.50
 Rank: 891
 
s_poramet
 
Q13 contest
-1.02
01/29/2019 00:18
Y Clamp CNR Square 15
52.93%
7.98%
6.76
13.89
 Rank: 892
 
s_poramet
 
Q13 contest
-1.04
01/23/2019 00:47
W Clamp CNR Trio 17
62.53%
8.02%
7.88
17.59
 Rank: 893
 
dm7
 
Q13 contest
-1.04
07/29/2019 06:13
tsq137759ef5e346e41cc9b5248d914c49144
40.42%
8.43%
5.19
9.51
 Rank: 894
 
charless
 
Q13 contest
-1.04
05/11/2019 04:36
Q13-025.py
86.25%
3.76%
24.42
168.63
 Rank: 895
 
s_poramet
 
Q13 contest
-1.04
01/10/2019 00:27
Y LvlSD Fifty 200
18.60%
4.74%
4.26
7.48
 Rank: 896
 
s_poramet
 
Q13 contest
-1.05
07/30/2019 03:25
xAll Duo EV 01
25.80%
6.36%
4.56
6.93
 Rank: 897
 
s_poramet
 
Q13 contest
-1.06
07/19/2019 11:11
nBerry
12.89%
6.91%
1.86
3.00
 Rank: 898
 
s_poramet
 
Q13 contest
-1.08
02/08/2019 00:54
Z Clamp CNR Pentagon 6
49.21%
7.75%
6.64
13.30
 Rank: 899
 
s_poramet
 
Q13 contest
-1.09
01/25/2019 00:20
Y Clamp CNR Duo 10
39.26%
9.43%
4.26
7.54
 Rank: 900
 
charless
 
Q13 contest
-1.09
06/22/2019 05:48
Q13-214.py
439.50%
12.77%
38.46
117.05